Anic Equity¶

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Total return since start: 0.711 %¶

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Equity now: -----------------------------> 52265.22 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45900.27 Kr¶

PnL: ---------------------------------------> -822.33 Kr¶

DD now: ---------------------------------> -1.61 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-09 13:06:54.788568'

Anic Portfolio¶

Today¶

Return: -0.521 %¶

This Week¶

Return: -1.51 %¶

Total portfolio value¶

Return including deposits: 71.103 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Sedana Medical 135 4.690000 4522.500000 202.500000 4.690000 4320.000000
Nederman Holding 11 1.760000 2222.000000 38.500000 1.760000 2183.500000
BHG Group 49 4.070000 663.950000 24.950000 3.900000 638.999984
Nolato B 12 0.460000 648.600000 3.000000 0.460000 645.600000
NCC B 7 1.840000 656.950000 2.950000 0.450000 653.999997
Eastnine 6 0.000000 658.800000 1.800000 0.270000 657.000000
NCC A 6 0.200000 600.000000 1.000000 0.170000 598.999998
SCA A 4 -0.930000 596.800000 -2.200000 -0.370000 599.000000
Latour B 2 -0.090000 445.000000 -4.000000 -0.890000 449.000000
Addtech B 3 -0.170000 696.000000 -4.000000 -0.570000 699.999999
Sampo Oyj SDB 1 1.210000 501.000000 -4.000000 -0.790000 505.000000
Addnode Group B 6 -0.560000 745.800000 -4.200000 -0.560000 750.000000
BONESUPPORT HOLDING 10 -0.490000 1219.000000 -5.000000 -0.410000 1224.000000
SynAct Pharma 9 -0.840000 639.900000 -5.100000 -0.790000 645.000003
Investor B 3 -1.100000 648.300000 -7.200000 -1.100000 655.500000
Profoto Holding 7 0.000000 574.000000 -8.000000 -1.370000 581.999999
Sdiptech B 3 0.440000 813.600000 -8.400000 -1.020000 822.000000
Biotage 4 -1.590000 594.400000 -8.600000 -1.430000 603.000000
Humana 40 -0.120000 660.800000 -13.200000 -1.960000 674.000000
Indutrade 5 -0.500000 1306.500000 -13.500000 -1.020000 1320.000000
Embracer Group B 26 -0.380000 647.660000 -14.340000 -2.170000 661.999988
Fortnox 10 -1.650000 644.200000 -23.800000 -3.560000 668.000000
Balco Group 39 0.740000 1850.550000 -24.450000 -1.300000 1874.999997
Lime Technologies 2 3.300000 563.000000 -30.000000 -5.060000 593.000000
Vitrolife 3 -1.560000 643.200000 -33.800000 -4.990000 677.000001
Volati 5 -0.930000 535.000000 -39.000000 -6.790000 574.000000
Creades A 7 -7.310000 567.700000 -43.300000 -7.090000 610.999998
Xvivo Perfusion 3 -2.730000 801.000000 -44.000000 -5.210000 845.000001
Lundin Gold 7 -1.340000 928.200000 -45.800000 -4.700000 973.999999
Wästbygg Gruppen B 80 0.000000 2816.000000 -55.000000 -1.920000 2871.000000
Ambea 68 -0.980000 2476.560000 -60.440000 -2.380000 2537.000032
Investor A 16 -1.140000 3464.000000 -81.000000 -2.280000 3545.000000
New Wave B 20 -0.050000 3812.000000 -104.000000 -2.660000 3916.000000
Gaming Innovation Group 161 -1.560000 4073.300000 -114.700000 -2.740000 4187.999942
Bactiguard Holding B 37 -11.550000 2664.000000 -296.000000 -10.000000 2960.000000
TOTAL 45900.270000 -822.330000 -1.6098% 46722.599938

Updated:¶

'2023-06-09 13:07:11.835871'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶